Assessing credit quality from the equity market: can a structural approach forecast credit ratings?-Reference-Cited by-同舟云学术

Assessing credit quality from the equity market: can a structural approach forecast credit ratings?

Published:2007 Issue:3 Volume:24 Page:212-228
ISSN:0825-0383
Container-title:Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration
language:en
Short-container-title:CAN J ADM SCI

Author:

Du Yu,Suo Wulin

Publisher

Wiley

Subject

Management of Technology and Innovation,Marketing,Public Administration,Business and International Management

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/cjas.27/fullpdf

Reference34 articles.

1. Measuring Corporate Bond Mortality and Performance

2. & (2005). Extending the Merton Model: A Hybrid Approach to Assessing Credit Quality. Manuscript in preparation, University of Piraeus, Piraeus, Greece.

3. & (2004). Forecasting Default with the KMV-Merton Model. Manuscript in preparation, Ross School of Business, University of Michigan.

4. The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?

5. Do Credit Spreads Reflect Stationary Leverage Ratios?

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